ECBOT 5 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 08-Dec-2011

Day Change Summary
	Previous	Current
	07-Dec-2011	08-Dec-2011	Change	Change %	Previous Week
Open	123-035	123-100	0-065	0.2%	122-312
High	123-135	123-190	0-055	0.1%	123-060
Low	123-007	123-050	0-043	0.1%	122-220
Close	123-125	123-182	0-057	0.1%	123-045
Range	0-128	0-140	0-012	9.4%	0-160
ATR	0-114	0-116	0-002	1.6%	0-000
Volume	16,397	15,375	-1,022	-6.2%	2,444,358

Daily Pivots for day following 08-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-241	124-191	123-259
R3	124-101	124-051	123-220
R2	123-281	123-281	123-208
R1	123-231	123-231	123-195	123-256
PP	123-141	123-141	123-141	123-153
S1	123-091	123-091	123-169	123-116
S2	123-001	123-001	123-156
S3	122-181	122-271	123-144
S4	122-041	122-131	123-105

Weekly Pivots for week ending 02-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-162	124-103	123-133
R3	124-002	123-263	123-089
R2	123-162	123-162	123-074
R1	123-103	123-103	123-060	123-132
PP	123-002	123-002	123-002	123-016
S1	122-263	122-263	123-030	122-292
S2	122-162	122-162	123-016
S3	122-002	122-103	123-001
S4	121-162	121-263	122-277

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-190	122-220	0-290	0.7%	0-112	0.3%	97%	True	False	24,151
10	123-190	122-220	0-290	0.7%	0-112	0.3%	97%	True	False	296,639
20	123-190	122-220	0-290	0.7%	0-105	0.3%	97%	True	False	383,641
40	123-190	121-185	2-005	1.6%	0-125	0.3%	99%	True	False	471,038
60	123-190	121-102	2-088	1.8%	0-130	0.3%	99%	True	False	481,129
80	123-190	121-102	2-088	1.8%	0-132	0.3%	99%	True	False	450,989
100	123-190	119-020	4-170	3.7%	0-125	0.3%	99%	True	False	361,068
120	123-190	117-270	5-240	4.7%	0-104	0.3%	100%	True	False	300,890

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-034
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	125-145
2.618	124-237
1.618	124-097
1.000	124-010
0.618	123-277
HIGH	123-190
0.618	123-137
0.500	123-120
0.382	123-103
LOW	123-050
0.618	122-283
1.000	122-230
1.618	122-143
2.618	122-003
4.250	121-095

Fisher Pivots for day following 08-Dec-2011
Pivot	1 day	3 day
R1	123-161	123-152
PP	123-141	123-122
S1	123-120	123-092

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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